Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49469.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43469.66 Kr¶

PnL: ---------------------------------------> -1405.92 Kr¶

DD now: ---------------------------------> -6.872 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 14:57:46.011064'

Anic Portfolio¶

Today¶

Return: -0.217 %¶

This Week¶

Return: -2.525 %¶

Total portfolio value¶

Return including deposits: 61.952 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.250000 1518.370000 95.370000 6.700000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -1.040000 915.480000 3.480000 0.380000 912.000000
Eastnine 6 0.550000 660.000000 3.000000 0.460000 657.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.530000 983.600000 -9.400000 -0.950000 993.000000
Atrium Ljungberg B 5 -0.060000 893.500000 -10.500000 -1.160000 904.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
Biotage 1 -5.420000 134.300000 -14.700000 -9.870000 149.000000
JM 7 -0.520000 935.200000 -14.800000 -1.560000 950.000002
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
BioGaia B 8 0.820000 887.200000 -16.800000 -1.860000 904.000000
OX2 12 -1.650000 891.600000 -17.400000 -1.910000 909.000000
Gränges 10 0.100000 1019.000000 -20.000000 -1.920000 1039.000000
Vitrolife 3 -0.270000 655.200000 -21.800000 -3.220000 677.000001
Bufab 3 -0.740000 1051.800000 -24.200000 -2.250000 1076.000001
Latour B 4 -1.980000 831.200000 -24.800000 -2.900000 856.000000
Investor B 3 -0.820000 632.400000 -25.600000 -3.890000 657.999999
Addnode Group B 7 -0.950000 879.200000 -25.800000 -2.850000 904.999998
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Hexatronic Group 15 -0.460000 1039.800000 -31.200000 -2.910000 1071.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Sandvik 4 -0.340000 815.600000 -32.400000 -3.820000 848.000000
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Alimak Group 12 -0.120000 970.800000 -36.200000 -3.590000 1007.000004
Sagax B 4 -2.350000 847.600000 -37.400000 -4.230000 885.000000
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
SKF B 5 -1.030000 938.750000 -41.250000 -4.210000 980.000000
Byggmax Group 33 -1.200000 924.660000 -42.340000 -4.380000 966.999990
EQT 4 -2.780000 825.600000 -47.400000 -5.430000 873.000000
Catena 2 -0.740000 750.800000 -55.200000 -6.850000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
HEXPOL B 8 -5.180000 892.800000 -64.200000 -6.710000 957.000000
Orrön Energy 170 -4.100000 1970.300000 -75.700000 -3.700000 2045.999980
Hexagon B 26 -1.650000 3328.000000 -92.000000 -2.690000 3420.000012
VEF 788 -0.960000 1795.060000 -107.940000 -5.670000 1903.000300
Sedana Medical 93 0.730000 2583.540000 -400.040000 -13.410000 2983.577733
TOTAL 43469.660000 -1405.920000 -6.87217% 44875.578016

Updated:¶

'2023-06-21 14:58:02.154288'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶